This sounds like something they would make. The setting says there are no horse bets, which is why the horses earn money with the singing and the dancing...

I say that, where there is a competition, there is someone betting on it. Criminal horse girl mobsters pls.

There's a Sopranos episode where Chris off-handedly mentions wanting to steal trucks filled Pokemon cards or something. I think they end up getting a truck filled with Centrum Multivitamins.